Lab1: Desktop vs. Server prompt

LasToronto

The instructor in the video, goes to:
cd ~/Desktop

My question1: Is it using a virtual machine on his Desktop, to run Ubuntu, and changing the between the Ubuntu and actual Desktop OS "Desktop" folder?
-or-
Should there be a "Desktop" folder in the Ubuntu installation?

I am using a Cloud server and there is no "Desktop" folder for sure.

Also,
First he issues the command:
curl -sSL http://bit.ly/2ysbOFE | bash -s 1.4.0

from the "~/Desktop" folder then reboots the system and installs it from the "Home" path.

I might miss something and want to make sure I am not totally lost (not an expert in Linux as you can see) but it does not make sense to me yet.
Appreciate your comments.